NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 44.32 43.70 -0.62 -1.4% 46.21
High 44.35 44.70 0.35 0.8% 47.07
Low 43.35 43.66 0.31 0.7% 43.35
Close 43.62 43.86 0.24 0.6% 43.62
Range 1.00 1.04 0.04 4.0% 3.72
ATR 1.61 1.58 -0.04 -2.4% 0.00
Volume 421,422 515,314 93,892 22.3% 1,799,768
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.19 46.57 44.43
R3 46.15 45.53 44.15
R2 45.11 45.11 44.05
R1 44.49 44.49 43.96 44.80
PP 44.07 44.07 44.07 44.23
S1 43.45 43.45 43.76 43.76
S2 43.03 43.03 43.67
S3 41.99 42.41 43.57
S4 40.95 41.37 43.29
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.84 53.45 45.67
R3 52.12 49.73 44.64
R2 48.40 48.40 44.30
R1 46.01 46.01 43.96 45.35
PP 44.68 44.68 44.68 44.35
S1 42.29 42.29 43.28 41.63
S2 40.96 40.96 42.94
S3 37.24 38.57 42.60
S4 33.52 34.85 41.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.69 43.35 3.34 7.6% 1.27 2.9% 15% False False 399,850
10 48.38 43.35 5.03 11.5% 1.62 3.7% 10% False False 331,857
20 49.62 43.35 6.27 14.3% 1.54 3.5% 8% False False 223,460
40 50.00 40.77 9.23 21.0% 1.50 3.4% 33% False False 146,650
60 52.00 40.77 11.23 25.6% 1.59 3.6% 28% False False 108,745
80 53.39 40.77 12.62 28.8% 1.51 3.4% 24% False False 85,857
100 53.39 40.77 12.62 28.8% 1.48 3.4% 24% False False 71,843
120 53.39 39.40 13.99 31.9% 1.46 3.3% 32% False False 61,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.12
2.618 47.42
1.618 46.38
1.000 45.74
0.618 45.34
HIGH 44.70
0.618 44.30
0.500 44.18
0.382 44.06
LOW 43.66
0.618 43.02
1.000 42.62
1.618 41.98
2.618 40.94
4.250 39.24
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 44.18 44.16
PP 44.07 44.06
S1 43.97 43.96

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These figures are updated between 7pm and 10pm EST after a trading day.

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